Based on what I can glean from the top of the screen, you have 9 unique luxuries, which would provide 36 amenities across your 17 cities, and your cities are receiving a total of 46 amenities (36 from luxuries, plus 1 from palace, and presumably 9 others from some combination of entertainment and policies).
Since your cities need a total of 64 amenities (18 more than the 46 that are available) and your larger cities need as many as 4 or 5 amenities, it's unsurprising that your smallest city (Kazan, with 5 pop) doesn't get allocated any amenities from luxuries. The game strives to allocate luxuries in such as way as to make your cities as equally happy or unhappy as possible. So, you won't usually see a breakdown where some cities are full of amenities and others are 2 or 3 below the level required to avoid discontent. A situation (as here) where all of your cities are (more or less) equally content or discontent is what the game aims for.